---
title: Deep IV Factor Models
url: https://www.ml-quant.com/papers/ssrn/5283770/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5283770
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5283770
featured: 2025-06-11
citations: unknown
topic: Asset Pricing & Factors
---


# Deep IV Factor Models

The Deep Implied Volatility Factor Model, combining neural networks and linear regression, is proposed for estimating the daily Implied Volatility surface of individual stock options, improving performance around earnings announcements.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5283770
- Identifier: SSRN 5283770
- Released: 2025-06-05
- First featured: Quant Letter No. 101 (2025-06-11): https://www.ml-quant.com/issues/2025-06-11/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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